The fact that there isn’t an apostrophe in Veterans Day is fascinating to me, probably because I’m simple. Via the FAQ of the Department of Veterans Affairs (also no apostrophes):

Q. Which is the correct spelling of Veterans Day?
a. “Veterans Day”
b. “Veteran’s Day”
c. “Veterans’ Day”

A. Veterans Day (choice a, above).
Veterans Day does not include an apostrophe but does include an “s” at the end of “veterans” because it is not a day that “belongs” to veterans, it is a day for honoring all veterans.